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http://dx.doi.org/10.5351/KJAS.2014.27.7.1163

Test of Homogeneity for Intermittent Panel AR(1) Processes and Application  

Lee, Sung Duck (Department of Information and Statistics, Chungbuk National University)
Kim, Sun Woo (Department of Information and Statistics, Chungbuk National University)
Jo, Na Rae (Department of Information and Statistics, Chungbuk National University)
Publication Information
The Korean Journal of Applied Statistics / v.27, no.7, 2014 , pp. 1163-1170 More about this Journal
Abstract
The concepts and structure of intermittent panel time series data are introduced. We suggest a Wald test statistic for the test of homogeneity for intermittent panel first order autoregressive model and its limit distribution is derived. We consider the fitting the model with pooling data using sample mean at the time point if homogeneity for intermittent panel AR(1) is satisfied. We performed simulations to examine the limit distribution of the homogeneity test statistic for intermittent panel AR(1). In application, we fit the intermittent panel AR(1) for panel Mumps data and investigate the test of homogeneity.
Keywords
Intermittent panel time series data; intermittent panel first order autoregressive model; test of homogeneity; wald test statistic; panel mumps data;
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Times Cited By KSCI : 1  (Citation Analysis)
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